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Re: Swap accural/defferal in TPM1

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Hi Pankaj,

 

Can you provide us more information about the topic. Which prd. type are you using? For valuation, are you using swap rates or forward curve? There is a strong possibility that tables are not filled with necessary information. But you can also check the USD/INR currency for the respective dates. If they are same from Friday to Sunday, that can be the reason.

 

Regards,

 

Emir


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